+230.9%
QCOM vs GDX
+293.5%
-62.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +2.9% |
| 7D | +5.8% | +15.6% | -9.8% | +3.0% |
| 30D | -2.3% | +2.4% | -4.7% | -2.8% |
| 3M | +2.7% | +1.7% | +1.0% | +2.1% |
| 6M | -21.0% | -3.3% | -17.7% | -21.0% |
| YTD | +1.8% | +6.6% | -4.8% | -0.2% |
| 1Y | +2.4% | +27.0% | -24.6% | -2.2% |
| 3Y | +52.1% | +243.4% | -191.2% | +24.9% |
| 5Y | +14.6% | +194.2% | -179.5% | -5.6% |
| 10Y | +230.9% | +310.1% | -79.3% | +185.2% |
| All | +230.9% | +293.5% | -62.6% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling